If I type =vlookup( (or any other native Excel function) in the formula bar and then click the little Fx button to the left of the formula I get a Function Argu
I suggest further investigating the Application.MacroOptions method. That method allows you to provide not only a description for the function, but also a description for each of the arguments. For example, if you have a function called "SampleFunction" that takes two arguments, you can run the following and it will set you up nicely for using the fx button with your function.:
Private Sub RegisterMyFunction()
Application.MacroOptions _
Macro:="SampleFunction", _
Description:="calculates a result based on provided inputs", _
Category:="My UDF Category", _
ArgumentDescriptions:=Array( _
"is the first argument. tell the user what it does", _
"is the second argument. tell the user what it does")
End Sub